-51.1%
DOCS vs XPO
+259.1%
-310.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.2% | +1.9% | -2.3% |
| 7D | -1.3% | -3.6% | +2.2% | -0.3% |
| 30D | +19.4% | -3.8% | +23.2% | +20.7% |
| 3M | +53.4% | -11.8% | +65.2% | +59.3% |
| 6M | +28.8% | -15.0% | +43.7% | +33.7% |
| YTD | -25.1% | +29.9% | -54.9% | -35.3% |
| 1Y | -48.1% | +27.6% | -75.7% | -55.2% |
| 3Y | +51.4% | +121.9% | -70.5% | -7.9% |
| 5Y | -51.1% | +277.9% | -329.0% | -80.6% |
| All | -51.1% | +259.1% | -310.2% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling